-54.8%
GTLB vs UEC
+191.1%
-245.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | +0.5% |
| 7D | -5.7% | -9.4% | +3.7% | -3.8% |
| 30D | +15.1% | -8.0% | +23.2% | +16.5% |
| 3M | +65.5% | -1.7% | +67.2% | +64.1% |
| 6M | +102.9% | -26.1% | +129.0% | +108.4% |
| YTD | +25.2% | -10.5% | +35.7% | +20.2% |
| 1Y | -5.5% | -13.3% | +7.7% | -11.9% |
| 3Y | -10.9% | +116.4% | -127.2% | -44.5% |
| All | -54.8% | +191.1% | -245.9% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling